Alfa Laval AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.81% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 11.09 | |
| 0.0202 | 5.93 | |
| 0.9394 | 485.74 | |
| 0.0514 | 6.76 |
Estimation Period:
May 20, 2002 to Feb 6, 2026
May 20, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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